I'm familiar with it. Interestingly, the academic community is painfully behind what the gambling and trading community has been doing in this...
I'll do what I can to answer things (I'm just learning myself, though that's been going on for decades on this obsession of mine). Yes. (And...
Before you even begin looking to "backtest" anything, get a grasp of he second arc sine law, and how that might affect the results you see with...
No, I don't. Sorry. It would be a great idea though for some sort of intern, I'll look into it. It an also get pretty computationally intense &...
The far end of the constat mat yield curve is absolutely linear for the 10, 20 and 30 year. When it is linear to concave (i.e. 20 < (10+30)/2) it...
The Kelly Criterion is just a postulate. Kelly (and Graham as well as Shannon, both of who signed off on the paper) solved for this supposed...
Points well-taken. Backtesting is, much like paper-trading in the sense you discuss, a way to gain a feel, an experience, for how prices move, for...
Indeed they do, and you need a strategy for exactly that. This is why I am averse to backtesting, etc.
Man's progress is ever-upwards, in fit and spits, furts and spurts. At least it's been that way since the watering hole scene in Kubrick's 2001....
You cannot get advice on how to succeed in trading or any other endeavor. You can get good pointers or general principles, but that's the most...
No. Trading seemed hard, dangerous in fact, back then, As it does (and should) today. Market conditions should not affect you or your strategy....
I've been trading the same thing for over 20 years, save for minor adjustments as new markets emerge, etc. 2017 was, ultimately, despite being an...
You're best off to trade it yourself. Keep trying to plough more money into it. You will inevitably go through tough periods. Having even friends...
<<you mean reverse engineer a financial target (requirement) eg $5m by age 60? and then take that into designing and trading a system accordingly...
Right down to never having a f***ing notebook.
Limit Orders. Always.
Wow. I think you're missing the obvious, and most of us do The first question to be answered is that of your criterion; WTF are you doing in this...
But the results you guys are citing here have a tremendous survivorship bias, as do the big hedge fund performance indexes (Barclays, Credit...
It sounds as though you are speaking of futures, and I am speaking of essentially, everything else (equities, private equity / lending, etc.) I...
No, set it up in NYC. There are several regulatory reasons for this, but also for marketing. You can always build out a master-feeder structure...
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